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Hmmm.... I guess it is "it depends"...
Traditional wisdom proclaims that if you go to different data structures you are better of in a different database. In other words if you are not querying operational data and do not want to see up to the minute
refreshes, you probably want to do a classic ETL to a separate data warehouse.
If you are interested in doing more operational intelligence you should look into the DBI (Daily Business Intelligence) which runs on the Apps instance
and is ideal for this sort of environment. In this case the reports run on aggregated daily information and you are almost current (depends on the refresh rate).
So it depends on the scenario that you are looking at...